CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 0.8207 0.8226 0.0019 0.2% 0.8168
High 0.8232 0.8331 0.0099 1.2% 0.8216
Low 0.8182 0.8226 0.0044 0.5% 0.8160
Close 0.8207 0.8331 0.0124 1.5% 0.8164
Range 0.0050 0.0105 0.0055 110.0% 0.0056
ATR 0.0039 0.0045 0.0006 15.7% 0.0000
Volume 0 18 18 13
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8611 0.8576 0.8388
R3 0.8506 0.8471 0.8359
R2 0.8401 0.8401 0.8350
R1 0.8366 0.8366 0.8340 0.8383
PP 0.8296 0.8296 0.8296 0.8304
S1 0.8261 0.8261 0.8321 0.8278
S2 0.8191 0.8191 0.8311
S3 0.8086 0.8156 0.8302
S4 0.7981 0.8051 0.8273
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8346 0.8311 0.8195
R3 0.8291 0.8255 0.8179
R2 0.8235 0.8235 0.8174
R1 0.8200 0.8200 0.8169 0.8190
PP 0.8180 0.8180 0.8180 0.8175
S1 0.8144 0.8144 0.8159 0.8134
S2 0.8124 0.8124 0.8154
S3 0.8069 0.8089 0.8149
S4 0.8013 0.8033 0.8133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8331 0.8160 0.0171 2.0% 0.0045 0.5% 100% True False 5
10 0.8331 0.8085 0.0246 2.9% 0.0030 0.4% 100% True False 3
20 0.8331 0.8085 0.0246 2.9% 0.0024 0.3% 100% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8777
2.618 0.8605
1.618 0.8500
1.000 0.8436
0.618 0.8395
HIGH 0.8331
0.618 0.8290
0.500 0.8278
0.382 0.8266
LOW 0.8226
0.618 0.8161
1.000 0.8121
1.618 0.8056
2.618 0.7951
4.250 0.7779
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 0.8313 0.8306
PP 0.8296 0.8281
S1 0.8278 0.8256

These figures are updated between 7pm and 10pm EST after a trading day.

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